+23.7%
WULF vs SPYM
+15.1%
+8.6%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -2.5% |
| 7D | +15.6% | -0.4% | +15.9% | +17.0% |
| 30D | +5.7% | -1.4% | +7.1% | +10.6% |
| 3M | -32.3% | +3.7% | -36.0% | -40.3% |
| 6M | +23.7% | +13.0% | +10.6% | -15.3% |
| All | +23.7% | +15.1% | +8.6% | -15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded SPYM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · 6 months rolling